PyOptInterface: Design and implementation of an efficient modeling language for mathematical optimization
arxiv(2024)
摘要
This paper introduces the design and implementation of PyOptInterface, a
modeling language for mathematical optimization embedded in Python programming
language. PyOptInterface uses lightweight and compact data structure to bridge
high-level entities in optimization models like variables and constraints to
internal indices of optimizers efficiently. It supports a variety of
optimization solvers and a range of common problem classes. We provide
benchmarks to exhibit the competitive performance of PyOptInterface compared
with other state-of-the-art modeling languages.
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